IGSG.AS vs. LQQ.PA

Last updated Jun 5, 2026

IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and LQQ.PA (Lyxor UCITS NASDAQ-100 Daily Leverage) are both exchange-traded funds - IGSG.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while LQQ.PA is a Nasdaq-100 fund tracking the Nasdaq 100® Leverage (2x) index. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.01%/yr vs 35.63%/yr for LQQ.PA. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.

Performance

IGSG.AS vs. LQQ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGSG.AS achieves a 10.10% return, which is significantly lower than LQQ.PA's 39.94% return. Over the past 10 years, IGSG.AS has underperformed LQQ.PA with an annualized return of 12.01%, while LQQ.PA has yielded a comparatively higher 35.63% annualized return.

IGSG.AS

• 1D: 0.07%
• 1M: 5.16%
• YTD: 10.10%
• 6M: 11.53%
• 1Y: 21.22%
• 3Y*: 14.82%
• 5Y*: 11.67%
• 10Y*: 12.01%

LQQ.PA

• 1D: -1.38%
• 1M: 17.97%
• YTD: 39.94%
• 6M: 36.85%
• 1Y: 79.18%
• 3Y*: 44.82%
• 5Y*: 26.89%
• 10Y*: 35.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.AS vs. LQQ.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF	10.10%	8.59%	18.22%	22.31%	-12.70%	31.66%	4.00%	28.06%	-4.00%	7.54%
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage	39.94%	14.16%	57.02%	112.33%	-59.20%	71.22%	74.17%	83.28%	-3.57%	48.53%

Correlation

The correlation between IGSG.AS and LQQ.PA is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Feb 28, 2011	0.78

The correlation between IGSG.AS and LQQ.PA has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

Return for Risk

IGSG.AS vs. LQQ.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGSG.AS

IGSG.AS Risk / Return Rank: 59
IGSG.AS Sharpe Ratio Rank: 57
IGSG.AS Sortino Ratio Rank: 57
IGSG.AS Omega Ratio Rank: 58
IGSG.AS Calmar Ratio Rank: 60
IGSG.AS Martin Ratio Rank: 63

LQQ.PA

LQQ.PA Risk / Return Rank: 71
LQQ.PA Sharpe Ratio Rank: 79
LQQ.PA Sortino Ratio Rank: 70
LQQ.PA Omega Ratio Rank: 69
LQQ.PA Calmar Ratio Rank: 72
LQQ.PA Martin Ratio Rank: 63

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGSG.AS vs. LQQ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	IGSG.AS	LQQ.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.54	-0.65
Sortino ratio: Return per unit of downside risk	2.66	3.12	-0.46
Omega ratio: Gain probability vs. loss probability	1.35	1.40	-0.05
Calmar ratio: Return relative to maximum drawdown	2.94	3.56	-0.62
Martin ratio: Return relative to average drawdown	11.26	11.13	+0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSG.AS vs. LQQ.PA - Sharpe Ratio Comparison

The current IGSG.AS Sharpe Ratio is 1.89, which is comparable to the LQQ.PA Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of IGSG.AS and LQQ.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IGSG.AS	LQQ.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	2.54	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.66	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.90	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.70	-0.58

Drawdowns

IGSG.AS vs. LQQ.PA - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, smaller than the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and LQQ.PA.

Drawdown Indicators

	IGSG.AS	LQQ.PA	Difference
Max Drawdown Largest peak-to-trough decline	-44.01%	-75.86%	+31.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-21.88%	+14.76%
Max Drawdown (3Y) Largest decline over 3 years	-19.27%	-44.33%	+25.06%
Max Drawdown (5Y) Largest decline over 5 years	-19.27%	-61.21%	+41.94%
Max Drawdown (10Y) Largest decline over 10 years	-32.91%	-61.21%	+28.30%
Current Drawdown Current decline from peak	-0.36%	-1.38%	+1.02%
Average Drawdown Average peak-to-trough decline	-11.77%	-15.73%	+3.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	7.05%	-5.18%

Volatility

IGSG.AS vs. LQQ.PA - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 3.31%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 9.10%. This indicates that IGSG.AS experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGSG.AS	LQQ.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	9.10%	-5.79%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	22.37%	-13.90%
Volatility (1Y) Calculated over the trailing 1-year period	11.06%	30.71%	-19.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	39.78%	-26.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	38.87%	-22.61%

IGSG.AS vs. LQQ.PA - Expense Ratio Comparison

Both IGSG.AS and LQQ.PA have an expense ratio of 0.60%.

Dividends

IGSG.AS vs. LQQ.PA - Dividend Comparison

Neither IGSG.AS nor LQQ.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IGSG.AS and LQQ.PA in my portfolio?

IGSG.AS and LQQ.PA have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IGSG.AS or LQQ.PA?

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IGSG.AS or LQQ.PA?

IGSG.AS and LQQ.PA have the same expense ratio: 0.60% per year.

What is the main difference between IGSG.AS and LQQ.PA?

IGSG.AS is categorized as Global Equities, while LQQ.PA is Nasdaq-100. IGSG.AS tracks MSCI ACWI NR USD, while LQQ.PA tracks Nasdaq 100® Leverage (2x) index. They also come from different issuers: iShares and Amundi.